| Metric | 11382837:btcusd:triple_med_gx:lsma125_70 | 11382837:BTCUSD |
|---|---|---|
| Time in Market | 11.0% | 100.0% |
| Cumulative Return | 65.23% | 169.05% |
| Max Drawdown | -14.45% | -67.18% |
| Sharpe | 0.53 | 0.41 |
| Sortino | 0.81 | 0.59 |
| Payoff Ratio | 1.27 | 1.24 |
| Profit Factor | 1.31 | 1.07 |
| Common Sense Ratio | 1.53 | 1.06 |
| CPC Index | 0.83 | 0.68 |
| Tail Ratio | 1.17 | 0.99 |
| Outlier Win Ratio | 57.44 | 3.21 |
| Outlier Loss Ratio | 4.02 | 3.04 |
| Volatility (ann.) | 7.45% | 26.04% |
| R^2 | 0.08 | 0.08 |
| Calmar | 1.1 | 0.5 |
| Skew | -0.04 | 0.18 |
| Kurtosis | 82.95 | 6.56 |
| Expected Daily % | 0.01% | 0.02% |
| Expected Monthly % | 1.2% | 2.38% |
| Expected Yearly % | 13.38% | 28.07% |
| Kelly Criterion | 10.27% | 12.06% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.63% | -2.21% |
| Expected Shortfall (cVaR) | -0.63% | -2.21% |
| Year | 11382837:BTCUSD | 11382837:btcusd:triple_med_gx:lsma125_70 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -62.52 | 17.18 | -0.27 | + |
| 2023 | 155.54 | 20.61 | 0.13 | - |
| 2024 | 121.00 | 4.11 | 0.03 | - |
| 2025 | 27.10 | 12.29 | 0.45 | - |
| Metric | 11382837:btcusd:triple_med_gx:lsma125_70 | 11382837:BTCUSD |
|---|---|---|
| MTD | 0.0% | 10.71% |
| 3M | 10.46% | 41.88% |
| 6M | 14.35% | 22.91% |
| YTD | 12.29% | 27.1% |
| 1Y | 16.91% | 82.29% |
| 3Y (ann.) | 10.85% | 77.48% |
| 5Y (ann.) | 15.83% | 33.6% |
| Metric | 11382837:btcusd:triple_med_gx:lsma125_70 | 11382837:BTCUSD |
|---|---|---|
| Max Drawdown | -14.45% | -67.18% |
| Longest DD Days | 522.0 | 683.0 |
| Avg. Drawdown | -2.72% | -7.4% |
| Avg. Drawdown Days | 36.0 | 37.0 |
| Recovery Factor | 4.51 | 2.52 |
| Ulcer Index | inf | 1.03 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-09-13 | 2023-01-12 | -14.45 | 121 |
| 2023-03-20 | 2024-08-23 | -12.43 | 522 |
| 2024-10-21 | 2025-01-15 | -9.27 | 86 |
| 2024-08-26 | 2024-09-20 | -7.82 | 25 |
| 2025-03-15 | 2025-04-22 | -6.16 | 37 |
| 2022-05-25 | 2022-05-30 | -4.98 | 4 |
| 2022-07-01 | 2022-07-04 | -4.85 | 3 |
| 2022-07-05 | 2022-07-06 | -3.83 | 1 |
| 2023-03-18 | 2023-03-19 | -2.41 | 1 |
| 2023-02-27 | 2023-03-01 | -1.76 | 2 |
| Metric | 11382837:btcusd:triple_med_gx:lsma125_70 | 11382837:BTCUSD |
|---|---|---|
| Best Day | 4.74% | 9.33% |
| Worst Day | -7.86% | -9.32% |
| Best Week | 12.75% | 35.75% |
| Worst Week | -7.42% | -29.64% |
| Best Month | 12.49% | 43.77% |
| Worst Month | -8.1% | -37.12% |
| Best Year | 20.61% | 155.54% |
| Worst Year | 4.11% | -62.52% |
| Avg. Up Day | 0.86% | 0.86% |
| Avg. Down Day | -0.68% | -0.7% |
| Avg. Up Week | 4.89% | 8.3% |
| Avg. Down Week | -3.76% | -4.93% |
| Avg. Up Month | 5.63% | 14.61% |
| Avg. Down Month | -3.24% | -5.99% |
| Win Days % | 49.81% | 51.27% |
| Win Month % | 64.0% | 59.52% |
| Win Week % | 59.52% | 51.1% |
| Win Quarter % | 76.92% | 60.0% |
| Win Year % | 100.0% | 75.0% |